+91.0%
DOCN vs EXE
-23.9%
+114.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.2% |
| 7D | +19.1% | +5.3% | +13.8% | +18.8% |
| 30D | -21.0% | -2.2% | -18.8% | -21.1% |
| 3M | -34.7% | -5.9% | -28.9% | -34.9% |
| 6M | -45.8% | -5.7% | -40.1% | -46.3% |
| YTD | +79.4% | -17.8% | +97.2% | +78.3% |
| 1Y | +91.0% | -23.1% | +114.1% | +95.0% |
| All | +91.0% | -23.9% | +114.9% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling